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<div class="subTitle">org.apache.commons.math3.stat.correlation</div>
<h2 title="Class StorelessCovariance" class="title">Class StorelessCovariance</h2>
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<li><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">org.apache.commons.math3.stat.correlation.Covariance</a></li>
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<pre>public class <span class="strong">StorelessCovariance</span>
extends <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</a></pre>
<div class="block">Covariance implementation that does not require input data to be
 stored in memory. The size of the covariance matrix is specified in the
 constructor. Specific elements of the matrix are incrementally updated with
 calls to incrementRow() or increment Covariance().

 <p>This class is based on a paper written by Philippe P&eacute;bay:
 <a href="http://prod.sandia.gov/techlib/access-control.cgi/2008/086212.pdf">
 Formulas for Robust, One-Pass Parallel Computation of Covariances and
 Arbitrary-Order Statistical Moments</a>, 2008, Technical Report SAND2008-6212,
 Sandia National Laboratories.</p>

 <p>Note: the underlying covariance matrix is symmetric, thus only the
 upper triangular part of the matrix is stored and updated each increment.</p></div>
<dl><dt><span class="strong">Since:</span></dt>
  <dd>3.0</dd>
<dt><span class="strong">Version:</span></dt>
  <dd>$Id: StorelessCovariance.java 1519851 2013-09-03 21:16:35Z tn $</dd></dl>
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<caption><span>Constructors</span><span class="tabEnd">&nbsp;</span></caption>
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<th class="colOne" scope="col">Constructor and Description</th>
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<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#StorelessCovariance(int)">StorelessCovariance</a></strong>(int&nbsp;dim)</code>
<div class="block">Create a bias corrected covariance matrix with a given dimension.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#StorelessCovariance(int, boolean)">StorelessCovariance</a></strong>(int&nbsp;dim,
                   boolean&nbsp;biasCorrected)</code>
<div class="block">Create a covariance matrix with a given number of rows and columns and the
 indicated bias correction.</div>
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<th class="colFirst" scope="col">Modifier and Type</th>
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<td class="colFirst"><code>void</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#append(org.apache.commons.math3.stat.correlation.StorelessCovariance)">append</a></strong>(<a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation">StorelessCovariance</a>&nbsp;sc)</code>
<div class="block">Appends <code>sc</code> to this, effectively aggregating the computations in <code>sc</code>
 with this.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getCovariance(int, int)">getCovariance</a></strong>(int&nbsp;xIndex,
             int&nbsp;yIndex)</code>
<div class="block">Get the covariance for an individual element of the covariance matrix.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getCovarianceMatrix()">getCovarianceMatrix</a></strong>()</code>
<div class="block">Returns the covariance matrix</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>double[][]</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getData()">getData</a></strong>()</code>
<div class="block">Return the covariance matrix as two-dimensional array.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code>int</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getN()">getN</a></strong>()</code>
<div class="block">This <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation"><code>Covariance</code></a> method is not supported by a <a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation"><code>StorelessCovariance</code></a>,
 since the number of bivariate observations does not have to be the same for different
 pairs of covariates - i.e., N as defined in <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()"><code>Covariance.getN()</code></a> is undefined.</div>
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</tr>
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<td class="colFirst"><code>void</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#increment(double[])">increment</a></strong>(double[]&nbsp;data)</code>
<div class="block">Increment the covariance matrix with one row of data.</div>
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<h3>Methods inherited from class&nbsp;org.apache.commons.math3.stat.correlation.<a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][])">computeCovarianceMatrix</a>, <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][], boolean)">computeCovarianceMatrix</a>, <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix)">computeCovarianceMatrix</a>, <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix, boolean)">computeCovarianceMatrix</a>, <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[])">covariance</a>, <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[], boolean)">covariance</a></code></li>
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<code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li>
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<a name="StorelessCovariance(int)">
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<h4>StorelessCovariance</h4>
<pre>public&nbsp;StorelessCovariance(int&nbsp;dim)</pre>
<div class="block">Create a bias corrected covariance matrix with a given dimension.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>dim</code> - the dimension of the square covariance matrix</dd></dl>
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<h4>StorelessCovariance</h4>
<pre>public&nbsp;StorelessCovariance(int&nbsp;dim,
                   boolean&nbsp;biasCorrected)</pre>
<div class="block">Create a covariance matrix with a given number of rows and columns and the
 indicated bias correction.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>dim</code> - the dimension of the covariance matrix</dd><dd><code>biasCorrected</code> - if <code>true</code> the covariance estimate is corrected
 for bias, i.e. n-1 in the denominator, otherwise there is no bias correction,
 i.e. n in the denominator.</dd></dl>
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<a name="getCovariance(int, int)">
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<h4>getCovariance</h4>
<pre>public&nbsp;double&nbsp;getCovariance(int&nbsp;xIndex,
                   int&nbsp;yIndex)
                     throws <a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></pre>
<div class="block">Get the covariance for an individual element of the covariance matrix.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>xIndex</code> - row index in the covariance matrix</dd><dd><code>yIndex</code> - column index in the covariance matrix</dd>
<dt><span class="strong">Returns:</span></dt><dd>the covariance of the given element</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if the number of observations
 in the cell is &lt; 2</dd></dl>
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<h4>increment</h4>
<pre>public&nbsp;void&nbsp;increment(double[]&nbsp;data)
               throws <a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre>
<div class="block">Increment the covariance matrix with one row of data.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - array representing one row of data.</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the length of <code>rowData</code>
 does not match with the covariance matrix</dd></dl>
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<h4>append</h4>
<pre>public&nbsp;void&nbsp;append(<a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation">StorelessCovariance</a>&nbsp;sc)
            throws <a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre>
<div class="block">Appends <code>sc</code> to this, effectively aggregating the computations in <code>sc</code>
 with this.  After invoking this method, covariances returned should be close
 to what would have been obtained by performing all of the <a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#increment(double[])"><code>increment(double[])</code></a>
 operations in <code>sc</code> directly on this.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>sc</code> - externally computed StorelessCovariance to add to this</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the dimension of sc does not match this</dd><dt><span class="strong">Since:</span></dt>
  <dd>3.3</dd></dl>
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<a name="getCovarianceMatrix()">
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<h4>getCovarianceMatrix</h4>
<pre>public&nbsp;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&nbsp;getCovarianceMatrix()
                               throws <a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></pre>
<div class="block">Returns the covariance matrix</div>
<dl>
<dt><strong>Overrides:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getCovarianceMatrix()">getCovarianceMatrix</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</a></code></dd>
<dt><span class="strong">Returns:</span></dt><dd>covariance matrix</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if the number of observations
 in a cell is &lt; 2</dd></dl>
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<h4>getData</h4>
<pre>public&nbsp;double[][]&nbsp;getData()
                   throws <a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></pre>
<div class="block">Return the covariance matrix as two-dimensional array.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>a two-dimensional double array of covariance values</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if the number of observations
 for a cell is &lt; 2</dd></dl>
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<h4>getN</h4>
<pre>public&nbsp;int&nbsp;getN()
         throws <a href="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception">MathUnsupportedOperationException</a></pre>
<div class="block">This <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation"><code>Covariance</code></a> method is not supported by a <a href="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation"><code>StorelessCovariance</code></a>,
 since the number of bivariate observations does not have to be the same for different
 pairs of covariates - i.e., N as defined in <a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()"><code>Covariance.getN()</code></a> is undefined.</div>
<dl>
<dt><strong>Overrides:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()">getN</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</a></code></dd>
<dt><span class="strong">Returns:</span></dt><dd>nothing as this implementation always throws a
 <a href="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception"><code>MathUnsupportedOperationException</code></a></dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception">MathUnsupportedOperationException</a></code> - in all cases</dd></dl>
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